+600.1%
FIX vs AHR
+365.8%
+234.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +6.0% | -1.5% | +7.5% | +6.4% |
| 30D | -7.2% | -1.4% | -5.8% | -7.0% |
| 3M | -15.9% | +18.6% | -34.4% | -20.8% |
| 6M | +12.7% | +6.6% | +6.2% | +9.7% |
| YTD | +72.8% | +17.5% | +55.3% | +62.9% |
| 1Y | +122.9% | +30.9% | +92.0% | +101.9% |
| All | +600.1% | +365.8% | +234.3% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling